Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type (Q2716248)
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scientific article; zbMATH DE number 1602306
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| English | Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type |
scientific article; zbMATH DE number 1602306 |
Statements
Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type (English)
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6 June 2001
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fractional Brownian motion
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Riemann-Liouville fractional integral
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local asymptotic self-similarity
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0.8105469942092896
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0.8055707812309265
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0.7893669605255127
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0.7881534099578857
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